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[Help-gsl] BFGS or L-BFGS
From: |
Guy Bencteux |
Subject: |
[Help-gsl] BFGS or L-BFGS |
Date: |
Wed, 5 Apr 2006 22:32:41 +0200 |
Hello,
in the gsl-multimin, the bfgs method is referred to as "vector-bfgs method".
Is this algorithm the classical BFGS method that needs to store the matrix
in internal memory or L-BFGS method, also known as Limited Memory BFGS,
since it does not need to store it ?
I need the L-BFGS algorithm and I would be interested in the last one only.
Thank you for answer,
Guy Bencteux
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